Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 31.32%
May 31, 2022 31.32%
April 30, 2022 31.32%
March 31, 2022 31.32%
February 28, 2022 31.32%
January 31, 2022 31.32%
December 31, 2021 31.32%
November 30, 2021 31.32%
October 31, 2021 31.32%
September 30, 2021 31.32%
August 31, 2021 31.32%
July 31, 2021 31.32%
June 30, 2021 31.32%
May 31, 2021 31.32%
April 30, 2021 31.32%
March 31, 2021 31.32%
February 28, 2021 31.32%
January 31, 2021 31.32%
December 31, 2020 31.32%
November 30, 2020 31.32%
October 31, 2020 31.32%
September 30, 2020 31.32%
August 31, 2020 31.32%
July 31, 2020 31.32%
June 30, 2020 31.32%
Date Value
May 31, 2020 31.32%
April 30, 2020 31.32%
March 31, 2020 31.32%
February 29, 2020 22.21%
January 31, 2020 22.21%
December 31, 2019 22.21%
November 30, 2019 22.21%
October 31, 2019 22.21%
September 30, 2019 22.21%
August 31, 2019 22.21%
July 31, 2019 22.21%
June 30, 2019 22.21%
May 31, 2019 22.21%
April 30, 2019 22.21%
March 31, 2019 22.21%
February 28, 2019 22.21%
January 31, 2019 22.21%
December 31, 2018 22.21%
November 30, 2018 14.75%
October 31, 2018 14.75%
September 30, 2018 14.75%
August 31, 2018 14.75%
July 31, 2018 14.75%
June 30, 2018 14.75%
May 31, 2018 14.75%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

14.75%
Minimum
Jul 2017
31.32%
Maximum
Mar 2020
24.35%
Average
22.21%
Median
Dec 2018